some years ago, when port update because found vulnerability and tag "stable" the "ftp://ftp.openbsd.org/pub/OpenBSD/?.?/packages/$arch/" site will build the latest stable packages there.
these days, when new OpenBSD 5.0 release We have to cvs -qd anoncvs@anoncvs.*.openbsd.org:/cvs get -rOPENBSD_5_0 -P ports and "make install" with ports.